+37.7%
AFRM vs PCOR
-10.0%
+47.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +19.7% | -14.6% | -12.3% |
| 7D | +3.1% | +21.8% | -18.7% | -15.4% |
| 30D | +1.1% | +39.5% | -38.4% | -26.7% |
| 3M | -3.2% | +35.2% | -38.5% | -29.0% |
| 6M | +12.7% | +21.7% | -9.1% | -13.8% |
| YTD | +1.6% | +3.9% | -2.4% | -12.9% |
| 1Y | +5.9% | +6.9% | -1.1% | -13.6% |
| 3Y | +237.0% | +44.8% | +192.2% | +76.9% |
| 5Y | -55.1% | -21.9% | -33.2% | -60.2% |
| All | +37.7% | -10.0% | +47.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling